A metric space of subcopulas — An approach via Hausdorff distance
© 2019 In this work, we define a distance function on the set of bivariate subcopulas to generate a compact metric space. Moreover, the copula space equipped with the uniform distance is essentially a metric subspace of this subcopula space. We also characterize the convergence in this space, and pr...
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th-cmuir.6653943832-636292019-03-18T02:24:00Z A metric space of subcopulas — An approach via Hausdorff distance Jumpol Rachasingho Santi Tasena Computer Science Mathematics © 2019 In this work, we define a distance function on the set of bivariate subcopulas to generate a compact metric space. Moreover, the copula space equipped with the uniform distance is essentially a metric subspace of this subcopula space. We also characterize the convergence in this space, and provide the interrelationship with the convergence of the distribution functions. 2019-03-18T02:22:11Z 2019-03-18T02:22:11Z 2019-01-01 Journal 01650114 2-s2.0-85060721350 10.1016/j.fss.2019.01.015 https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85060721350&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/63629 |
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Chiang Mai University |
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Chiang Mai University Library |
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Thailand |
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CMU Intellectual Repository |
| topic |
Computer Science Mathematics |
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Computer Science Mathematics Jumpol Rachasingho Santi Tasena A metric space of subcopulas — An approach via Hausdorff distance |
| description |
© 2019 In this work, we define a distance function on the set of bivariate subcopulas to generate a compact metric space. Moreover, the copula space equipped with the uniform distance is essentially a metric subspace of this subcopula space. We also characterize the convergence in this space, and provide the interrelationship with the convergence of the distribution functions. |
| format |
Journal |
| author |
Jumpol Rachasingho Santi Tasena |
| author_facet |
Jumpol Rachasingho Santi Tasena |
| author_sort |
Jumpol Rachasingho |
| title |
A metric space of subcopulas — An approach via Hausdorff distance |
| title_short |
A metric space of subcopulas — An approach via Hausdorff distance |
| title_full |
A metric space of subcopulas — An approach via Hausdorff distance |
| title_fullStr |
A metric space of subcopulas — An approach via Hausdorff distance |
| title_full_unstemmed |
A metric space of subcopulas — An approach via Hausdorff distance |
| title_sort |
metric space of subcopulas — an approach via hausdorff distance |
| publishDate |
2019 |
| url |
https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85060721350&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/63629 |
| _version_ |
1681425930902306816 |